Crepey S. XVA Analysis. Probabilistic, Risk Measure, and ML Issues 2026
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Crepey S. XVA Analysis. Probabilistic, Risk Measure, and ML Issues 2026
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Added: 2 months ago (2026-01-04 11:47:01)
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Textbook in PDF format
XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues offers readers an up-to-date and comprehensive exploration of the X-Value Adjustment (XVA) universe and of the embedded risk measure issues inherent within it. The book tackles this subject through the triple lens of finance (wealth transfers), stochastic analysis (enlargement of filtration and BSDEs), and numerical computations